+252.4%
COF vs JBHT
+276.8%
-24.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -2.9% | -2.8% |
| 7D | +1.2% | +7.1% | -5.9% | -2.5% |
| 30D | -1.4% | +2.3% | -3.7% | -2.9% |
| 3M | +19.0% | -4.5% | +23.5% | +20.8% |
| 6M | +14.9% | +29.2% | -14.3% | -2.2% |
| YTD | -10.7% | +42.2% | -52.9% | -28.1% |
| 1Y | -1.3% | +93.7% | -95.0% | -35.4% |
| 3Y | +124.3% | +53.2% | +71.1% | +63.4% |
| 5Y | +51.1% | +62.4% | -11.3% | +2.2% |
| 10Y | +252.4% | +274.7% | -22.3% | +37.9% |
| All | +252.4% | +276.8% | -24.4% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded JBHT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling